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23 articles for “VAR Model”
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Research ArticleOpen accessIn the abstractModeling Tourist Arrivals Using Time Series Analysis: Evidence From AustraliaGurudeo AnandTularam, Victor Siew Howe Wong, Seyed AbdelhamidShobeiriNejadAustralian tourism has a logistic trend as Butler’s model shows. The stagnation has not been reached so opportunities exist to increase tourism. The logistic model predicts 7.2 million tourists in 2015 but time series models of ARIMA and VAR improve the prediction and explain the data. The ARIMA (2, 2, 2) fits well while the VAR lead to Granger causalities … …Journal of Mathematics and Statistics, Vol. 8, Issue 3 · 10 Sep 2012 · 7,857 accessesView PDFCite
Research ArticleOpen accessIn the abstractThe Effect of the Static Var Compensator and R/X Ratio of Short Transmission Line on Transient Stability of Single Machine Infinite Bus SystemPrechanon KumkratugProblem statement: It is becoming increasingly important to fully utilize the existing transmission system assets due to environmental legislation, rights-of-way issues and costs of construction and deregulation policies that introduced in recent years. The Static Var Compensator (SVC) has been proposed for the better control power flow and dynamic performance. The exact short transmission line model consists of the resistance … …American Journal of Applied Sciences, Vol. 9, Issue 4 · 7 Feb 2012 · 6,984 accessesView PDFCite
Research ArticleOpen accessIn the abstractApplications of Conditional Value at Risk to Full Truckload Pricing Under Demand and Service Time UncertaintiesThitima Wonginta, Sompong SirisoponsilpProblem statement: Pricing is one of the fundamental management decisions required by a truckload carrier. Traditional pricing based on an average all relevant costs including fixed and variable costs is not capable of providing adequate margins that prevent losses during operation uncertainties inherent in truckload operation including demand variability and variation in service times. Approach: This study utilizes Conditional Value … …American Journal of Engineering and Applied Sciences, Vol. 4, Issue 1 · 28 Jan 2011 · 8,333 accessesView PDFCite
Research ArticleOpen accessIn the abstractOptimal Location of Static Var Compensator Device for Damping OscillationsM. W. Mustafa, N. MagajiProblem statement: Static Var Compensators (SVC) devices are used to improve voltage and reactive power conditions in AC systems. An additional task of SVC is to increase transmission capacity as result of power oscillation damping. The effectiveness of this controller depends on its optimal location and proper signal selection in the power system network. A residue factor had been proposed … …American Journal of Engineering and Applied Sciences, Vol. 2, Issue 2 · 30 Jun 2009 · 8,371 accessesView PDFCite
Research ArticleOpen accessIn the abstractOptimal Bidding Strategies for Generation Companies in a Day-Ahead Electricity Market with Risk Management Taken into AccountAzmi Saleh, Takao Tsuji, Tsutomu OyamaProblem statement: In a competitive electricity market with limited number of producers, Generation Companies (Gencos) is facing an oligopoly market rather than a perfect competition. Under oligopoly market environment, each Genco may increase its own profit through a favorable bidding strategy. The objective of a Genco is to maximize its profit and minimize the associated risk. In order to achieve … …American Journal of Engineering and Applied Sciences, Vol. 2, Issue 1 · 31 Mar 2009 · 8,233 accessesView PDFCite
Research ArticleOpen accessIn the abstractEstablishment and Evaluation of the Vegetative Community in A Surface Flow Constructed Wetland Treating Industrial Park ContaminantsC.C. Galbrand, A.M. Snow, A.E. Ghaly, R. CôtéA surface flow constructed wetland, designed to curve in a kidney shape in order to increase the length to width ratio to 5:1 was used to treat runoff from an industrial park. A natural wetland system located approximately 200 m downstream of the constructed wetland was selected to act as the vegetative community model for the constructed wetland. The selected … …American Journal of Agricultural and Biological Sciences, Vol. 3, Issue 1 · 31 Mar 2008 · 7,574 accessesView PDFCite
Research ArticleOpen accessIn the abstractMacroeconomic Variables Analysis in Ukraine: An Empirical Approach with Cointegration MethodNikolaos Dritsakis, Katerina GialetakiThis study investigates the relationship among exports, economic growth, investments and employment in a former country of the Soviet Union such as Ukraine. The purpose of this study was to examine the long-run relationship between these variables using quarterly data for the period 1991:I-2000:IV and applying the cointegration analysis as suggested by Johansen and Juselious. Then a multivariate autoregressive vector … …American Journal of Applied Sciences, Vol. 2, Issue 4 · 30 Apr 2005 · 6,706 accessesView PDFCite
Research ArticleOpen accessIn the abstractEmpirical Analysis: Business Cycles and Inward FDI in ChinaQiyun Fang, Yao LiuIt is well-known that the current speeding-up of globalization has been, on one hand, spreading macro economic effects around the world, while, on the other, fueling firms' activities of crossing national borders. Then, are there any links between these two influences? In this paper, we chose China as our subject, to try to clarify it. A set of models for … …American Journal of Applied Sciences, Vol. 4, Issue 10 · 31 Oct 2007 · 6,834 accessesView PDFCite
Research ArticleOpen accessIn the abstractIn vitro Effects of Beet Root Juice on Stimulated and Unstimulated Peripheral Blood Mononuclear CellsChristiana Winkler, Barbara Wirleitner, Katharina Schroecksnadel et al.Intake of fruits and vegetables rich in antioxidants is suggested to reduce the incidence of cancer and coronary heart disease in humans. Exceptional antioxidant activity of beet root extracts has been reported. Likewise in animal models, e.g., extracts of red beetroot Beta vulgaris var. rubra revealed significant tumor inhibitory effects. Red beetroot concentrate is universally permitted as a food ingredient. … …American Journal of Biochemistry and Biotechnology, Vol. 1, Issue 4 · 31 Dec 2005 · 9,522 accessesView PDFCite
Research ArticleOpen accessIn the abstractImproving Fund Risk Management by Using New Software Tools TechnologyStephanos Papadamou, George StephanidesThis paper introduces a new MATLAB-based toolbox for Computer Aided mutual fund risk evaluation. In the age of computerized trading, financial services companies and independent investors must quickly investigate fund investment style and market risk. The Fund Risk toolbox is a financial software that includes a set of functions based on value at risk (VaR) and expected tail loss (ETL) … …American Journal of Applied Sciences, Vol. 1, Issue 2 · 30 Jun 2004 · 6,817 accessesView PDFCite